Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 6.15% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 22,170 CHF | 23,570 CHF | 100.00% | 100.00% |
10/05/2024 | 5.64% | 0.16 CHF | 0.17 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 24,153 CHF | 25,553 CHF | 100.00% | 100.00% |
08/05/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 140,000 | 140,000 | 139,968 | 139,968 | 23,645 CHF | 25,045 CHF | 99.06% | 99.06% |
07/05/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 149,732 | 149,732 | 24,369 CHF | 25,869 CHF | 99.63% | 99.63% |
06/05/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 22,250 CHF | 23,750 CHF | 100.00% | 100.00% |
03/05/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 160,000 | 160,000 | 158,896 | 158,896 | 23,508 CHF | 25,097 CHF | 100.00% | 100.00% |
02/05/2024 | 6.12% | 0.14 CHF | 0.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 23,807 CHF | 25,307 CHF | 100.00% | 100.00% |
30/04/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 21,274 CHF | 22,774 CHF | 100.00% | 100.00% |
29/04/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 150,000 | 150,000 | 149,949 | 149,949 | 22,899 CHF | 24,399 CHF | 100.00% | 100.00% |
26/04/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 24,278 CHF | 25,878 CHF | 99.61% | 99.61% |